CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 09-May-2022
Day Change Summary
Previous Current
06-May-2022 09-May-2022 Change Change % Previous Week
Open 0.7117 0.7074 -0.0043 -0.6% 0.7071
High 0.7139 0.7075 -0.0065 -0.9% 0.7271
Low 0.7062 0.6949 -0.0113 -1.6% 0.7036
Close 0.7079 0.6961 -0.0118 -1.7% 0.7079
Range 0.0078 0.0126 0.0049 62.6% 0.0236
ATR 0.0100 0.0102 0.0002 2.2% 0.0000
Volume 119,240 111,117 -8,123 -6.8% 556,100
Daily Pivots for day following 09-May-2022
Classic Woodie Camarilla DeMark
R4 0.7373 0.7293 0.7030
R3 0.7247 0.7167 0.6996
R2 0.7121 0.7121 0.6984
R1 0.7041 0.7041 0.6973 0.7018
PP 0.6995 0.6995 0.6995 0.6983
S1 0.6915 0.6915 0.6949 0.6892
S2 0.6869 0.6869 0.6938
S3 0.6743 0.6789 0.6926
S4 0.6617 0.6663 0.6892
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7835 0.7692 0.7208
R3 0.7599 0.7457 0.7143
R2 0.7364 0.7364 0.7122
R1 0.7221 0.7221 0.7100 0.7293
PP 0.7128 0.7128 0.7128 0.7164
S1 0.6986 0.6986 0.7057 0.7057
S2 0.6893 0.6893 0.7035
S3 0.6657 0.6750 0.7014
S4 0.6422 0.6515 0.6949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7271 0.6949 0.0323 4.6% 0.0134 1.9% 4% False True 115,071
10 0.7271 0.6949 0.0323 4.6% 0.0115 1.7% 4% False True 112,957
20 0.7502 0.6949 0.0553 7.9% 0.0100 1.4% 2% False True 94,817
40 0.7669 0.6949 0.0721 10.4% 0.0087 1.3% 2% False True 85,954
60 0.7669 0.6949 0.0721 10.4% 0.0084 1.2% 2% False True 62,485
80 0.7669 0.6949 0.0721 10.4% 0.0079 1.1% 2% False True 46,931
100 0.7669 0.6949 0.0721 10.4% 0.0072 1.0% 2% False True 37,551
120 0.7669 0.6949 0.0721 10.4% 0.0065 0.9% 2% False True 31,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7610
2.618 0.7404
1.618 0.7278
1.000 0.7201
0.618 0.7152
HIGH 0.7075
0.618 0.7026
0.500 0.7012
0.382 0.6997
LOW 0.6949
0.618 0.6871
1.000 0.6823
1.618 0.6745
2.618 0.6619
4.250 0.6413
Fisher Pivots for day following 09-May-2022
Pivot 1 day 3 day
R1 0.7012 0.7110
PP 0.6995 0.7060
S1 0.6978 0.7011

These figures are updated between 7pm and 10pm EST after a trading day.

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